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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1143	5.86***
α ARCH Response to squared shocks	0.0586	6.60***
β GARCH Volatility persistence	0.9328	97.06***

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State Street SPDR S&P Metals & Mining ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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